+132.5%
GOOGL vs SGI
+56.1%
+76.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -7.5% | +5.5% | -13.0% | -8.9% |
| 3M | -9.2% | -3.6% | -5.6% | -8.7% |
| 6M | +8.1% | -15.0% | +23.1% | +11.9% |
| YTD | +5.8% | -23.0% | +28.9% | +12.1% |
| 1Y | +38.3% | -18.4% | +56.8% | +43.4% |
| 3Y | +144.8% | +57.8% | +87.0% | +102.0% |
| 5Y | +132.5% | +51.5% | +81.1% | +74.6% |
| All | +132.5% | +56.1% | +76.4% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling